I am under planning stage of my game where I am creating controls for my game. I have create below control for stages but have no idea how this we can achieve in xna.

Please also help me with your views regarding how to load, play multiple stages and persist score for each stage in game using xna. What we normally used to do is just put everything in infinite loop but here I want more intelligence in game, as one stage over it should go back to menu. Example can be something like angry bird stages.